+65.5%
VZ vs ETR
+356.9%
-291.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +10.6% | +8.7% | +1.8% | +7.7% |
| 3M | -0.6% | +4.9% | -5.5% | -2.2% |
| 6M | +0.7% | +0.8% | 0.0% | +0.3% |
| YTD | +20.6% | +23.1% | -2.5% | +12.2% |
| 1Y | +22.7% | +17.9% | +4.8% | +15.7% |
| 3Y | +57.2% | +154.5% | -97.3% | +11.8% |
| 5Y | +21.4% | +160.3% | -138.9% | -15.1% |
| 10Y | +65.5% | +366.9% | -301.5% | -10.0% |
| All | +65.5% | +356.9% | -291.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling